Actually it does matter. And you can't reverse it.
Tim has a good idea, just put the gasket on the nut side, might seem like it will work but in fact you will get salt creep from water that chases the threads. My guess is if the bulkhead is subjected to enough head it will probably even drip.
Best bet is to install it the right way and get adapters.
Oh and don't ask me how I know this. Experience is that thing you get, just a bit later than when it could have been really helpful.